Cyber-Physical Systems (CPSs) play an increasingly significant role in many critical applications. These valuable applications attract various sophisticated attacks. This paper considers a stealthy estimation attack, which aims to modify the state estimation of the CPSs. The intelligent attackers can learn defense strategies and use clandestine attack strategies to avoid detection. To address the issue, we design a Chi-square detector in a Digital Twin (DT), which is an online digital model of the physical system. We use a Signaling Game with Evidence (SGE) to find the optimal attack and defense strategies. Our analytical results show that the proposed defense strategies can mitigate the impact of the attack on the physical estimation and guarantee the stability of the CPSs. Finally, we use an illustrative application to evaluate the performance of the proposed framework.